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[doc] Brief note about expectile margin output. #12243

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[doc] Brief note about expectile margin output. #12243

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[doc] Brief note about expectile margin output.
trivialfis Jun 11, 2026
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trivialfis Jun 11, 2026
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trivialfis Jun 14, 2026
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5 changes: 4 additions & 1 deletion doc/parameter.rst
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Expand Up @@ -535,7 +535,10 @@ Parameter for using Expectile Loss (``reg:expectileerror``)

.. versionadded:: 3.3.0

.. note:: Multiple alphas must be sorted in ascending order. Unlike the quantile objective, expectile does not suffer from curve crossing.
.. note::

Multiple alphas must be sorted in ascending order. Unlike the quantile objective, expectile does not suffer from curve crossing.
When predicting with ``output_margin=True`` and multiple alphas, the first margin corresponds to the smallest alpha; subsequent margins are reparameterized gaps between consecutive expectile predictions, use normal prediction to obtain the actual expectile values.

Parameter for using AFT Survival Loss (``survival:aft``) and Negative Log Likelihood of AFT metric (``aft-nloglik``)
====================================================================================================================
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